ENGLISH

An Introduction to Analysis on Wiener Space

By Ali Süleyman Üstünel (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
1995
ISBN
9783540601708, 3-540-60170-8
DOI
10.1007/BFb0096328
LCC
QA3,QA274.2
Open Library ID
OL21843192M
Language
english
Format
PDF
Filesize
3 MB (2718846 bytes)
Series
Lecture Notes in Mathematics 1610
Edition
1
Pages
102\108
Library
mexmat
Time added
2009-07-20 03:45:11
Probability Theory and Stochastic Processes;Mathem

Description

This book gives the basis of the probabilistic functional analysis on Wiener space, developed during the last decade. The subject has progressed considerably in recent years thr- ough its links with QFT and the impact of Stochastic Calcu- lus of Variations of P. Malliavin. Although the latter deals essentially with the regularity of the laws of random varia- bles defined on the Wiener space, the book focuses on quite different subjects, i.e. independence, Ramer's theorem, etc. First year graduate level in functional analysis and theory of stochastic processes is required (stochastic integration with respect to Brownian motion, Ito formula etc). It can be taught as a 1-semester course as it is, or in 2 semesters adding preliminaries from the theory of stochastic processes It is a user-friendly introduction to Malliavin calculus!

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